Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952782.2568 | 831422.0994 | 121360.1574 | 11852699.2048 | 11823586.2521 | 29112.9527 |
Total P&L (%) | 952.7823 | 831.4221 | 121.3602 | 11852.6992 | 11823.5863 | 29.113 |
Avg Daily Profit (%) | 0.3811 | 0.3325 | 0.0485 | 0.1915 | 0.1914 | 0.0102 |
Buy And Hold Return (%) | 711.9593 | 711.9593 | 711.9593 | 711.9593 | 711.9593 | 711.9593 |
Max Trade Drawdown | -73017 | -58091 | -64056 | -2788800 | -2343026 | -2100059 |
Profit Factor | 2.6074 | 3.8185 | 1.4076 | 1.9673 | 2.8978 | 1.0048 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 44.5313 | 45.3125 | 43.75 | 44.5313 | 45.3125 | 43.75 |
Ratio Avg Win / Avg Loss | 3.2479 | 4.6085 | 1.8098 | 2.4505 | 3.4973 | 1.2919 |
Largest Winning Trade | 326175 | 326175 | 50152 | 6445680 | 6445680 | 1492494 |
Largest Losing Trade | -57374 | -21940 | -57374 | -1622611 | -1405463 | -1622611 |
Avg Bars in Trades | 72 | 75 | 70 | 72 | 75 | 70 |
Avg Bars in Winners | 106 | 112 | 99 | 106 | 112 | 99 |
Avg Bars in Losers | 46 | 43 | 48 | 46 | 43 | 48 |
Bars Traded | 9337 | 4810 | 4527 | 9337 | 4810 | 4527 |
Profit Streak | 72.1301 | 81.6301 | 72.1301 | 72.1301 | 81.6301 | 72.1301 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46396 | -237794 | -433343 | 406461 | -126821 | -701499 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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